EXI1.DE vs. SMEA.L
Compare and contrast key facts about iShares SLI UCITS ETF (DE) (EXI1.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L).
EXI1.DE and SMEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXI1.DE is a passively managed fund by iShares that tracks the performance of the SLI®. It was launched on Mar 22, 2001. SMEA.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. Both EXI1.DE and SMEA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXI1.DE or SMEA.L.
Performance
EXI1.DE vs. SMEA.L - Performance Comparison
Returns By Period
In the year-to-date period, EXI1.DE achieves a 7.30% return, which is significantly higher than SMEA.L's 3.44% return. Over the past 10 years, EXI1.DE has outperformed SMEA.L with an annualized return of 7.92%, while SMEA.L has yielded a comparatively lower 7.19% annualized return.
EXI1.DE
7.30%
-4.51%
1.36%
15.89%
8.28%
7.92%
SMEA.L
3.44%
-3.86%
-5.45%
8.00%
6.72%
7.19%
Key characteristics
| EXI1.DE | SMEA.L | |
|---|---|---|
| Sharpe Ratio | 1.36 | 0.80 |
| Sortino Ratio | 1.88 | 1.18 |
| Omega Ratio | 1.24 | 1.14 |
| Calmar Ratio | 1.44 | 1.19 |
| Martin Ratio | 6.68 | 3.20 |
| Ulcer Index | 2.25% | 2.47% |
| Daily Std Dev | 10.99% | 9.87% |
| Max Drawdown | -47.55% | -28.48% |
| Current Drawdown | -4.73% | -5.84% |
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EXI1.DE vs. SMEA.L - Expense Ratio Comparison
EXI1.DE has a 0.51% expense ratio, which is higher than SMEA.L's 0.12% expense ratio.
Correlation
The correlation between EXI1.DE and SMEA.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EXI1.DE vs. SMEA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares SLI UCITS ETF (DE) (EXI1.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EXI1.DE vs. SMEA.L - Dividend Comparison
Neither EXI1.DE nor SMEA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI1.DE iShares SLI UCITS ETF (DE) | 0.00% | 0.00% | 1.35% | 1.04% | 1.38% | 0.85% | 0.60% | 2.47% | 3.35% | 1.19% | 1.47% | 1.56% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXI1.DE vs. SMEA.L - Drawdown Comparison
The maximum EXI1.DE drawdown since its inception was -47.55%, which is greater than SMEA.L's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for EXI1.DE and SMEA.L. For additional features, visit the drawdowns tool.
Volatility
EXI1.DE vs. SMEA.L - Volatility Comparison
The current volatility for iShares SLI UCITS ETF (DE) (EXI1.DE) is 4.25%, while iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) has a volatility of 4.62%. This indicates that EXI1.DE experiences smaller price fluctuations and is considered to be less risky than SMEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.